MOSCOW—Russian President Vladimir Putin is hitting the ski slopes—flying to Sochi to challenge the mountains that will host the Winter Games next month.

Putin was touring Olympic venues in Sochi on Friday, the Black Sea resort where the 2014 Winter Olympics will run from Feb. 7-23. The trip came after Putin on Wednesday visited the southern Russian city of Volgograd, which was rocked by two suicide bombings this week that killed 34 people.

Russian state television showed Putin, 61, and Prime Minister Dmitry Medvedev skiing together at Krasnaya Polyana, the venue for all outdoor sports at the Sochi Games.

The two men were not skiing on the Olympic slopes, but at a ski resort run by the state-owned gas giant Gazprom that is adjacent to Olympic skiing venues.